How'd you leave the colliseum after choosing to fight alone? Usually you automatically get put on the staircases and you can't get through the guards....hm.
It should be fixed if you choose to fight alone again, beat the first guy then quit.
UPDATE:
Did some looking, and you can get out before the line of code that moves you to the stairs is activated. It's this horrible tendancy for after decision boxes ExploreMode gets triggered back on. I have sent the fix to Zeality and if it REALLY bugs you you should be able to download a new version today, otherwise just do like I do and fastforward till your on the stairs.
--jp